This series drew my interest because of the Christmas release of the movie and because Pullman based the themes of these books off of Milton's Paradise Lost. Where Milton saw God as an ultimately good yet disinterested figure, Pullman envisions God (and the angels) as a malevolent force and religious institutions as ultimately destructive in their pursuit of policy and dogma.
Like CS Lewis, Pullman uses children as his primary agents in the quest for knowledge and adventure. Unlike Lewis, Pullman's underage protagonists retain their essential innocence pureness in spite of repeated attempts to lure them into an ideological stance. After reading these books, I was reminded of Polonius's advice to his son in Hamelet: This above all, to thine own self be true. Whereas the happy little tykes in Lewis's books all fall under the benevolent yet servant-like sway of Aslan, Lyra and Will follow their own path in this trilogy. They end up on one side in the battle between heaven and non-heaven, yet their path does not take them into a ruinous ideological position. They remain free in a sense that Satan never achieved in Paradise Lost.
Another delightful feature of these books is Pullman's ability to pull off the parallel universe cliche without killing his narrative. The parallel universe phenomenon has long ruled over the scie-fi/fantasy world, with varying degrees of success. The most infamous use might be the parallel universe in the first Star Trek series which featured an evil Spock. Pullman's parallel universe works for several reasons, the most notable of which is the replacement of human souls with animal daemons that exist independently of the human body yet inextricably with the human mind. These animals are the constant companions of every human and there are strict rules which govern their separate-yet-connected lives. Another feature of Pullman's parallel universe is a rigid class structure that has existed well into modern times. This allows Pullman to give his narrative an incredibly Victorian quality without all the baggage that such a social paradigm implies. Plus, there are witches and noble gypsy-like groups that give the book an imaginative dimension that has been lacking in most works of this type (Harry Potter excluded).
If you like Milton and writing that draws heavily from CS Lewis, JK Rowling, and even the Tolkien lineage, then this series will entertain you immensely. And in the end, it will probably get you to think about religious institutions and the freedom on the human soul whether you mean to or not.
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